Teaching

The Chair in Quantitative Risk Analysis is responsible for the Minor in Financial Mathematics. Currently, we are organizing the following lectures and seminars:

FIM 101 Computational Probability and Simulation (autumn)

FIM 102 Mathematical Finance 1 (spring)

FIM 202 Mathematical Finance 2 (autumn)

FIM 201 Computational Finance (spring) 

M3L900 Seminar of the DM3L (autumn and spring)

Optimization Methods in Finance (spring)

Some past lectures:

• Doctoral lecture, Department of Finance, University of Zurich: Mathematical Finance and Derivatives (autumn 2021).
• Master lectures, University of Zurich: Financial Crises (spring 2020 – spring 2021); Modern Crime in Financial Markets: Analytics and Case Studies (autumn 2016 – autumn 2018).
• Master in Quantitative Finance lectures, joint program between ETH and University of Zurich: Models of Default and Contagion (spring 2018); Credit Risk Modelling (spring 2010 – spring 2016); Continuous Time Quantitative Finance (spring 2014, spring 2022); The Mathematical Foundations of Finance (autumn 2007, autumn 2008).
• Bachelor lecture, University of Zurich: Introduction to Probability (spring 2014 – spring 2020).
• Master in Applied Mathematics student seminars, ETH Zurich: Modeling and valuation of credit risk (2006); Applications of large deviations techniques in finance and insurance (2007); Nonlinear expectations and risk measures (2008); American options and optimal stopping problems (2009).